BNP Paribas Call 108 HEI 20.09.2024
/ DE000PC61SQ9
BNP Paribas Call 108 HEI 20.09.20.../ DE000PC61SQ9 /
| 7/12/2024 10:33:42 AM |
Chg.0.000 |
Bid6:42:50 PM |
Ask6:42:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
0.00% |
0.260
Bid Size: 11,000 |
0.280
Ask Size: 11,000 |
HEIDELBERG MATERIALS... |
108.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PC61SQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/21/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
45.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-0.82 |
| Time value: |
0.22 |
| Break-even: |
110.20 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.02 |
| Spread %: |
10.00% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
13.60 |
| Rho: |
0.05 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-4.76% |
| 3 Months |
|
|
-31.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.170 |
| 1M High / 1M Low: |
0.240 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
